Projects
Safe Withdrawal Retirement Calculator
Set asset allocation and fixed/variable withdrawal rates, and visualize historical outcome paths for 30-year retirements 1928-1991. Further discussion in Advisor Perspectives.
![](/assets/2021/swr.png)
NYC subway dashboard
Explore an MTA dashboard data using Plotly Dash, aggregating from turnstile-level data in DuckDB, demonstrating the performance of a column-oriented data warehouse. dbt data pipeline for ingestion and initial transformation. Further discussion in Numbers With Wings: The Modern Data Stack-In-A-Box.
![](/assets/2023/mta_dashboard.png)
Pizza Pizza Pizza
Search for pizza (or coffee, or ice cream) in selected local NY areas, combining Google, Yelp, Foursquare data into a single Bayesian ranking.
![](/assets/2021/pizza.png)
Hedge Fund Name Generator
Generate fund names using RNN word completion trained on a dataset of existing funds (blog post).
![](/assets/2021/fundnames.png)
FinTwit Graph
Visualizing the Fintwittersphere, organized by force graph and other neighborhood algorithms using follower and topic similarity
![](/assets/2021/fintwitgraph.png)
Portfolio optimization in python with CVXOPT
Basic portfolio optimization using historical asset class performance data.
![](/assets/2021/efficientfrontier1.png)
Understanding Classification Thresholds Using Isocurves
Primer on threshold selection for classification.
![](/assets/2021/isocurves.png)
Machine Learning For Trading: Classification
Using XGBoost classification to predict stock performance quintiles (a somewhat failed / overfitted experiment)
Machine Learning For Trading: Regression
Using Keras and sklearn regression to predict stock performance (low R-squared but with right data sometimes gets results)